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Sokbae (Simon) Lee

Sokbae (Simon) Lee

Principal Investigator, ROMIA


PhD Economics, University of Iowa, 2002
MA Economics, Seoul National University, 1998
BA Economics, Seoul National University, 1996

Sokbae Lee is the Principal Investigator for the ERC ROMIA grant looking at identification, inference, and applications and based at the IFS. He also works with the the Centre of Microdata Methods and Practice (cemmap) and is a Professor in the department of economics at Columbia University. His research focuses on theoretical and applied econometrics.

Journal articles

Journal article | Economic Inquiry
We investigate state‚Äźdependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether the U.S. economy is in a slack state.
Journal article
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are not point-identified and the identified set is characterized by a class of conditional moment inequalities.

Working papers

Cemmap Working Paper CWP32/20
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model.
Cemmap Working Paper CWP30/20
We consider both l0-penalized and l0-constrained quantile regression estimators.